Deprecated: use indep.test with method = mvI.
Computes a multivariate nonparametric E-statistic and test of independence.
Usage
indep.e(x, y)
indep.etest(x, y, R=199)
Arguments
x
matrix: first sample, observations in rows
y
matrix: second sample, observations in rows
R
number of replicates
Details
Computes the coefficient I_n and performs a nonparametric
E-test of independence. The test decision is obtained via
bootstrap, with R replicates.
The sample sizes (number of rows) of the two samples must agree, and
samples must not contain missing values. The statistic
E = I^2 is a ratio of V-statistics based
on interpoint distances ||x_{i}-y_{j}||.
See the reference below for details.
Value
The sample coefficient I is returned by indep.e.
The function indep.etest returns a list with class
htest containing
Bakirov, N.K., Rizzo, M.L., and Szekely, G.J. (2006), A Multivariate
Nonparametric Test of Independence, Journal of Multivariate Analysis
93/1, 58-80,
http://dx.doi.org/10.1016/j.jmva.2005.10.005
Examples
## Not run:
## independent univariate data
x <- sin(runif(30, 0, 2*pi) * 2)
y <- sin(runif(30, 0, 2*pi) * 4)
indep.etest(x, y, R = 99)
## dependent multivariate data
Sigma <- matrix(c(1, .1, 0, 0 , 1, 0, 0 ,.1, 1), 3, 3)
x <- mvrnorm(30, c(0, 0, 0), diag(3))
y <- mvrnorm(30, c(0, 0, 0), Sigma) * x
indep.etest(x, y, R = 99)
## End(Not run)